Related papers: A Gaussian fixed point random walk

We propose an experimental realization of discrete quantum random walks using neutral atoms trapped in optical lattices. The random walk is taking place in position space and experimental implementation with present day technology --even…

We revisit the one dimensional discrete time quantum walk with 3 states and the Grover coin. We derive analytic expressions for observed the localization, an long time approximation for the probability density function (PDF). We also…

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

We consider time-series forecasting problems where data is scarce, difficult to gather, or induces a prohibitive computational cost. As a first attempt, we focus on short-term electricity consumption in France, which is of strategic…

We consider a random walk in a fixed Z environment composed of two point types: (q,1-q) and (p,1-p) for 1/2<q<p. We study the expected hitting time at N for a given number k of p-drifts in the interval [1,N-1], and find that this time is…

. In this paper we give a survey of some recent results for random walk in random scenery (RWRS). On $\mathbb {Z}^d$, $d\geq 1$, we are given a random walk with i.i.d. increments and a random scenery with i.i.d. components. The walk and the…

Motivated by the immense success of random walk and Markov chain methods in the design of classical algorithms, we consider_quantum_ walks on graphs. We analyse in detail the behaviour of unbiased quantum walk on the line, with the example…

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

When confined to a topological environment consisting of a cycle coupled with a half-line, quantum walks exhibit long-term statistical tendencies which differ dramatically from the tendencies of classical random walks in the same…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…